Stochastic Filtering With Applications In Finance
Book Details
Format
Hardback or Cased Book
ISBN-10
9814304859
ISBN-13
9789814304856
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 20th, 2010
Print length
356 Pages
Weight
630 grams
Dimensions
22.80 x 15.90 x 2.40 cms
Product Classification:
Economic statisticsFinanceProbability & statistics
Ksh 20,700.00
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Suitable for graduate level courses on stochastic modeling, this title does not intend to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines.
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